@article{econhot_econhot-reading-44,
  title = {Comparing Predictive Accuracy},
  author = {Francis X. Diebold and Roberto S. Mariano},
  journal = {Journal of Business \& Economic Statistics},
  year = {1995},
  volume = {13},
  number = {3},
  pages = {253-263},
  doi = {10.1080/07350015.1995.10524599},
  url = {https://doi.org/10.1080/07350015.1995.10524599}
}

@article{econhot_econhot-reading-45,
  title = {Tests of Conditional Predictive Ability},
  author = {Raffaella Giacomini and Halbert White},
  journal = {Econometrica},
  year = {2006},
  volume = {74},
  number = {6},
  pages = {1545-1578},
  doi = {10.1111/j.1468-0262.2006.00718.x},
  url = {https://doi.org/10.1111/j.1468-0262.2006.00718.x}
}

@article{econhot_econhot-reading-52,
  title = {Modeling and Forecasting Realized Volatility},
  author = {Torben G. Andersen and Tim Bollerslev and Francis X. Diebold and Paul Labys},
  journal = {Econometrica},
  year = {2003},
  volume = {71},
  number = {2},
  pages = {579-625},
  doi = {10.1111/1468-0262.00418},
  url = {https://doi.org/10.1111/1468-0262.00418}
}

@article{econhot_econhot-reading-59,
  title = {Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?},
  author = {John Y. Campbell and Samuel B. Thompson},
  journal = {Review of Financial Studies},
  year = {2008},
  volume = {21},
  number = {4},
  pages = {1509-1531},
  doi = {10.1093/rfs/hhm055},
  url = {https://doi.org/10.1093/rfs/hhm055}
}

@article{econhot_econhot-reading-60,
  title = {A Comprehensive Look at The Empirical Performance of Equity Premium Prediction},
  author = {Ivo Welch and Amit Goyal},
  journal = {Review of Financial Studies},
  year = {2008},
  volume = {21},
  number = {4},
  pages = {1455-1508},
  doi = {10.1093/rfs/hhm014},
  url = {https://doi.org/10.1093/rfs/hhm014}
}

@article{econhot_econhot-reading-61,
  title = {Regression Shrinkage and Selection Via the Lasso},
  author = {Robert Tibshirani},
  journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  year = {1996},
  volume = {58},
  number = {1},
  pages = {267-288},
  doi = {10.1111/j.2517-6161.1996.tb02080.x},
  url = {https://doi.org/10.1111/j.2517-6161.1996.tb02080.x}
}